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Camber Shims

Adding shims between the lower strut mounting bolts and the hub assembly is a very popular way to increase the negative camber of the wheel.  This is a popular auto-cross trick, as it can reduce the amount that the tire rolls over in on the outside edge in tight corners, hence inceasing grip.   The consensus of opinions on the web appears to be that 3 degrees negative camber is about ideal for auto-cross - however, this much camber can negatively impact tire life, so more typical for a car used on the street and ocasional track or autocros is 2 degress or so. 
I installed a set of shims plates that I purchased from Bimmer World.   Thee plates come in three thicknesses - 0.030 inch. 0.060 inch. and 0.120 inch - predrilled with clearance holes and with a set of longer-than-stock  mounting bolts and washers.  Others have simply purchased washers from the local hardware store.
David Paris has a very good write up on the procedure - see: Shimming Lower Strut Bolts.
Camber Shim Plates 
Shims mounted between strut and hub assembly 

The procudure:

1. Jack up the car.  I found the hard way that you want to lift the entire front end - use a floor jack on the major support bar that runs across the car under the engine.  Lifting the whole front end allows both wheels to drop the same amount, thus avoiding any stress on the anti-sway bar.  If you don't jack the whole front, but rather jack from the side of the car (as when you're changing a tire), the anti-sway bar will apply an upward force to the lower control arm of the side that' been lied, and hence the hub assembly, which will make it very difficult to align the hub assembly and strut.  Ask me how I know!
2. First loosen the two lower strut mounting bolts, using an 18 mm socket.  You may find these very difficult to budge - I found that soaking the bolts with PB Blaster and letting them sit for 30 minutes or so helped. Do not remove them completely - you want to keep at last one of them loosely threaded at all times, so that the hub assembly and strut stay properly aligned with each other - otherwise you may find it difficult to reassemble. 
3 Loosen the nut on the pivot bolt - again with an 18 mm socket.  Only a few turns on the nut is needed - the goal is to allow the hub assembly to pivot a bit away from the strut, so you just ned to loosen this.  You may find that you have to hold the bolt head with a second 18 mm socket to keep it from spinning as you turn the nut. 
4. Loosen the three strut mounting bolts at the top of the strut mounting plate in the engine compartment.  Do not remove the nuts completely - the goal is to allow the strut to be able shift around as the shims are installed.  Reason is that with the shims in place the strut will be tilted slightly toward the inside of the car, so you want to give it the freedom to do so.
5. With the bolts all loosened, if  you press against the hub assembly you should see that it pivots from the strut, creating a gap at the lower strut mounting. 
6. Note that there is a centering pin on the hub assembly located between the two lower strut mounting bolts.  This pin fits into a mating hole on the strut, and it is a very tight fit.  The reason you don't want to completely remove both mounting bolts is that if the hub and strut don't stay aligned it can be difficult to get this centering pin perfectly aligned and inserted into the mating hole.
7. Now completely remove one of the lower mounting bolts, so that you can insert the shim between the strut and hub assembly, and then reinsert the mounting bolt  through the hole in the shim, again taking only a couple of turns.  Repeat with the other mounting bolt, taking care to fit the cener fole of the shim over the centering pin at the same time as you line up the bolt hole.  Re-insert the mounting bolt.
8. Tighten both mounting bolts, and then tighten the nut on the pivot bolt.
9. Lower the car off the jack.  You will see the three strut mounting studs in the engine compartment will all be forced fully upward by the weight of the car.  Re-tighten them.
10. Check the clearance between tire and strut.  When you add shims you will find that the clearance is reduced, so be careful that it's not rubbing.  I found with my stock suspension and 225 mm wide tires that the 0.120 inch shim worked fine, but if I stacked the 0.60 inch shim on top of it (for 0.180 inch total) the tire was awfully close to rubbing the strut.  Hence I decided to use just the single 0.120 inch shim.
11. Repeat on the other side.
12. Remount the wheels and go for a short drive.  This gives the suspension a chance to settle.
13. When you get back you can use a level and measuring tape to see how far from vertical the wheel is.  I found that a single 0.120 inch shim gave my car about 1 degree of negative camber.  I would like a bit more (but not too much - this is primarily a street car that sees a few auto-cross events per year) - but I would need to add wheel spacers to avoid rubbing of the tire against the strut (this is with 225/60R-16 Bridgestone RE-11's).